strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_wind_micro_bp alpha_ths_micro_bp alpha_bot_bp
barraDefence_20250224_151523
0 multin_zz1000_71001_barra_leverage_topG 86.72 127.04 91.35 130.77 109.62 52.39 -22.39 -20.66 10.74
1 multin_zz1000_71001_barra_btop_topG 77.79 118.11 82.42 121.85 100.69 43.47 -31.31 -29.58 1.82
2 multin_zz1000_71001_barra_liquidity_botG 41.86 82.18 46.49 85.92 64.76 7.54 -67.24 -65.51 -34.11
3 multin_zz1000_71001_barra_earningsyield_topG 40.83 81.15 45.45 84.88 63.73 6.50 -68.28 -66.55 -35.15
4 multin_zz1000_71001_barra_beta_botG 14.13 54.45 18.76 58.19 37.03 -20.19 -94.97 -93.24 -61.84
5 multin_zz1000_71001_barra_growth_topG 9.98 50.30 14.60 54.03 32.87 -24.35 -99.13 -97.40 -66.00
6 multin_zz1000_71001_barra_nonlinearsize_topG -21.72 18.60 -17.09 22.34 1.18 -56.04 -130.82 -129.09 -97.69
7 multin_zz1000_71001_barra_momentum_topG -31.13 9.19 -26.50 12.92 -8.23 -65.46 -140.24 -138.50 -107.10
8 multin_zz1000_71001_barra_size_topG -39.41 0.91 -34.78 4.64 -16.51 -73.74 -148.52 -146.79 -115.39
9 multin_zz1000_71001_barra_residualvolatility_topG -67.14 -26.82 -62.51 -23.09 -44.24 -101.47 -176.25 -174.52 -143.12